+72.6%
SPY vs XLF
+58.8%
+13.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | +2.6% | +2.7% | -0.1% | +0.6% |
| 30D | -2.0% | +7.6% | -9.6% | -7.3% |
| 3M | -2.8% | +1.1% | -3.9% | -3.7% |
| 6M | +2.1% | +15.9% | -13.8% | -8.9% |
| YTD | +11.5% | +8.4% | +3.0% | +4.3% |
| 1Y | +13.5% | +12.5% | +1.0% | +3.1% |
| 3Y | +77.7% | +81.6% | -3.9% | +9.7% |
| All | +72.6% | +58.8% | +13.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling